Thank you very much
I found that Im listening at max 100-105dB probably 90% of time. Does that mean I should have amp which should have 500mW free of distortion output power to properly drive even HE6 in that case? How does that compare to demanding classical music where instruments can reach 110dB and some symphonics can have 120dB peaks? Do I loose anything by listening at lower volumes in that case?
I see a lot of threads where people connect these HP to speaker taps and say HE6 sound much better. Is it false from theoretical point of view?

The Panda headphone amp kit is very good with senn HD600 and hifman planars are supposed to be similar but better than those, the panda also has more power than most headphone amps. There are of course mods/tips that will get more out of a build:

Have transformer away from amp.
If you have the know how setup a seperate PSU for each channel using the RC resistors as the input points.
Use a polystyrene cap for the feedback miller cap rather than the ceramics.
Liberally add bypass caps to the electrolytic psu caps, it really helps with this amp.
Use MJE15030/31 family rather than tip41/42, I suggested this ages ago and with the new built edition they have labelled those spots on the pcb as tip41/mje15030.
Fancy volume control of your choice, it comes with an Alps blue velvet so that can be improved upon.
Listen for a month and then consider tuning with different caps and premium resistors, input and feedback resitor being the important ones.
Match the jfets if you have the equipement and inclination.

Consider building a balanced Class_A amp like the "ExtremeA" that can easily drive balanced headphones like the HiFiMan or modest power demand speakers.

If you are not using battery power, it seems smart to build ONE balanced DIY amp that can be used with both headphones and speakers. YEP... about 20 pounds with 10 watts of ClassA power.... HOT HOT HOT... ''Till death do us part" Give it to your kids

It is possible to use dual JFETs for the ExtremeA input stage instead of bipolar transistors in the schematic if you have a funky audio source with irratic output impedance.